SECTION 2

SYSTEMS OF LINEAR EQUATIONS

Consider example 1.1. Suppose a person wishes to buy the same quantity of each type
of vegetable from each of the vegetable stalls (say for example c kg of carrots from each
stall). He has in mind the amount he wishes to spend at each stall. His problem is to
determine the quantity of each type he should buy.

If and denote respectively the quantity of carrots, pumpkin, leeks and brinjals he
can purchase if he spends Rs. Rs. and Rs. respectively at , and , then the
problem would be to solve the following system of equations.

Here, the first equation for example states that the person pays Rs. for kg of carrots,
kg of pumpkin, kg of leeks and kg of brinjals at the stall .

The above is an example of a system of 3 linear equations in 4 unknowns.

A system of linear equations in unknowns is of the form

where , …, and , are given elements of a field (real or

complex numbers) and , , …, are unknowns. If ,
the system is called a homogeneous system.

We write this system in matrix form as:

or .

is called the matrix of coefficients of the system.

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A solution of the system of linear equations is a set of values which satisfy
the above equations. The set of all possible solutions of the system is called the
solution set of the linear system.
It is clear that in the homogeneous case, is a solution of the
system. If the system is not homogeneous, it is possible that no set of values will satisfy
all the equations in the system. If this is the case the system is said to be inconsistent.

An example of an inconsistent set of 2 linear equations in 2 unknowns is:

Geometrically each equation represents a straight line. The fact that the system has no
solution means that they do not intersect; i.e., they are parallel to each other.

If there exists a solution which satisfies all the equations of the system, the system is
said to be consistent. A homogeneous system is thus always consistent since it has the
trivial solution . There are just two possible types of solutions to
a consistent system of linear equations. Either the system will have a unique solution or
it will have infinitely many solutions. If a homogeneous system has a unique solution,
then, since the trivial solution is always a solution, the trivial solution will be its unique
solution.

An example of a system which has a unique solution is

The solution to this system is

Geometrically this means that the two lines which are the graphs of the two equations
intersect at the unique point with coordinates .

An example of a system which has infinitely many solutions is:

This system has infinitely many solutions of the form – where

is any scalar (real or complex number).
Geometrically this means that the two lines which are the graphs of the two equations
coincide with each other.

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The most fundamental method of finding solutions to systems of linear equations is the
method of elimination. That is, we eliminate some of the unknowns by performing
certain operations on the equations of the system.

Let us consider the method we use to obtain the solution of a system of 2 linear
equations in 2 unknowns.

Consider the following system:

We first eliminate by multiplying the second equation by 3 and adding it to the first
equation. We then obtain , and thus by multiplying this equation by we
obtain , and hence .

In matrix notation this becomes:

.

Performing the first operation of multiplying row 2 by 3 and adding to row 1 we obtain
.

Now multiplying the first row by 1/5 we obtain

.

And finally by multiplying the first row by –1 and adding it to row 2 we obtain
.

Thus the system reduces to

From this we obtain the solution and .

We note that we only perform the operations on the matrices with scalars and the
matrix with the variables as elements remains unaffected.

We have used two operations here, namely addition of a scalar multiple of a row to
another row, and multiplication of a row by a scalar.

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We use a similar method to find the solution set of any system of linear equations. We
apply 3 types of operations on the equations of the system, to reduce them to another
system of linear equations (whose solution set is the same as that of the original system)
from which it will be possible to determine whether the system is consistent or not, and
if consistent to determine its solution. The operations we use are called elementary row
operations.

Elementary row operations

(a) The interchanging of any two rows.

(b) The multiplication of any row by a nonzero scalar.
(c) The replacement of row by row plus a scalar multiple of row , where row
and row are any two rows of the matrix.

We have shown above by a simple example how these operations can be used to obtain
the solution of a system of 2 linear equations in 2 unknowns when written in matrix
form.

As noted above, in performing elementary row operations on a system of linear

equations , only the matrices and are affected. Thus we combine these two
matrices to obtain a new matrix of the form when solving problems. The new
matrix thus obtained is called the augmented matrix of the linear system.

We will show below by examples how the elementary row operations are used to
determine whether a system is consistent and if it is consistent to determine its
solution.

The goal is to use the elementary row operations to change the original matrix into row
reduced echelon form (defined below). The solution to the system with matrix in row
reduced echelon form (if a solution exists) is the same as the solution to the original
system. This method of solving systems of linear equations is called the Gauss-Jordan
reduction procedure.

Definition 2.1: An matrix is said to be in row reduced echelon form if it satisfies

the following properties:
(a) All rows consisting entirely of zeros (if there are any) are at the bottom of the
matrix.
(b) Reading from left to right, the first nonzero entry in each row that does not
consist entirely of zeros is 1, called the leading entry of that row.
(c) If rows and are two successive rows that do not consist entirely of zeros,
then the leading entry of row is to the right of the leading entry of row
(d) If a column contains a leading entry of some row, then all other entries in that
column are zero.

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Example 2.1: An example of a matrix in row reduced echelon form is

Definition 2.2: An matrix is said to be row equivalent to an matrix if

can be obtained by applying a finite number of elementary row operations on .

Theorem 2.1: Every nonzero matrix is row equivalent to a unique matrix in row
reduced echelon form.

Theorem 2.2: Let and be two linear systems, each of equations in

unknowns. If the augmented matrices and of these systems are row
equivalent, then both linear systems have exactly the same solutions.

The Gauss – Jordan reduction procedure for solving the linear system

Step 1: Form the augmented matrix .

Step 2: Transform the augmented matrix to row reduced echelon form by using
elementary row operations.

Step 3: The linear system that corresponds to the matrix in row reduced echelon form
that has been obtained in step 2 has exactly the same solution set as the given linear
system. If the system is consistent, for each nonzero row of the matrix in row reduced
echelon form, solve the corresponding equation for the unknown that corresponds to
the leading entry of the row. The rows consisting entirely of zeros can be ignored since
the corresponding equation will be satisfied for any values of the unknowns.

Example 2.2: Solve the following system of linear equations.

–
–
–

We first write this in matrix form:

The augmented matrix of the system is

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Multiplying the first row by –3 and adding it to the second row we obtain

Multiplying the first row by –5 and adding it to the third row we obtain

Now multiplying row 2 by –1 and adding to row 3 we obtain

Thus the system reduces to

–

This shows us that the system is inconsistent since the third equation is false. Thus this
system has no solution.

Example 2.3: Solve the following system of linear equations.

In matrix form we have, .

The augmented matrix of the system is

Multiplying row 2 by –2 and adding to row 3 we obtain .

Multiplying row 1 by –2 and adding to row 2 we obtain .

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Adding row 2 to row 3 we obtain .

Multiplying row 2 by we obtain

Multiplying row 2 by –2 and adding to row 1 we obtain

Thus the system reduces to

This system is consistent and has infinitely many solutions given by,
– is free. -----------------(1)

Here and are called basic variables and is called the free variable. is called the
free variable because it can take any value in the field under consideration. Once a value
is selected for the values of the basic variables and are obtained from (1) above.
Each different value of determines a different solution to the system, and every
solution to the system is determined in this manner. Therefore, the solution (1) is called
a general solution to the system, because it gives an explicit description of all the
solutions to the system.

Note: If the system is considered as a system with elements from the field , then can
take any real number. If it is considered as a system with elements from , then can
take any complex value.

Example 2.4: Solve the following system of linear equations.

–
– –

In matrix form we have, .

The augmented matrix of the system is .

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Adding row 1 to row 2 we obtain .

Multiplying row 2 by –1 and adding to row 3 we obtain .

Multiplying row 2 by 1/5 and then multiplying row 3 by –1/2 we obtain

Multiplying row 3 by –1 and adding to row 1 we obtain

Multiplying row 1 by ½ we obtain

Multiplying row 1 by –1 and adding to row 2 and then multiplying row 3 by 1/5 and

adding to row 2 we obtain

Multiplying row 2 by 5/8 we obtain

Multiplying row 2 by -3 and adding to row 3 we obtain

Finally interchanging row 2 and row 3 we obtain .

Thus the system is reduced to

and and this is the unique solution to the system.

Result 2.1: Suppose a system of linear equations in matrix form is . If the

matrix is invertible, the system has a unique solution given by .

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Example 2.5: Consider the following system of linear equations.

In matrix form we have, .

The matrix has and its inverse is = .

Thus the solution is given by .

Therefore we obtain the unique solution and .

A practical procedure to compute the inverse of an matrix

Step 1: Form an matrix obtained by adjoining the identity matrix

to the given matrix .

Step 2: Transform the matrix on the left of the matrix obtained in Step 1 to row
reduced echelon form by using elementary row operations.

Step 3: Suppose that Step 2 produced the matrix .

(a) If , then .
(b) If , then has a row of zeros. In this case is singular and does not
exists.

Example 2.6:

Find the inverse of

Solution:

The 3 × 6 matrix is .

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Add (-2) times row 1 to row 3 -

Add (-1) times row 2 to row 3 -

Add 2 times row 3 to row 2 -

Multiply row 2 by ½ -

Multiply row 3 by (-1/2) -

Thus is invertible and the inverse of is .

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